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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Volatility
22
Börsenkurs
20
Share price
20
Volatilität
20
Australia
19
Australien
19
Securities trading
19
Wertpapierhandel
19
Aktienmarkt
17
Stock market
17
Short selling
16
Capital income
15
Theorie
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Theory
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Exchange rate
14
Leerverkauf
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Wechselkurs
14
USA
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United States
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ARCH model
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ARCH-Modell
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Ankündigungseffekt
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Announcement effect
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Financial market regulation
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Finanzmarktregulierung
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Welt
10
World
10
Anlageverhalten
9
Behavioural finance
9
Estimation
9
Schätzung
9
Portfolio selection
7
Portfolio-Management
7
Asia-Pacific region
6
Asiatisch-pazifischer Raum
6
Autocorrelation
6
Autokorrelation
6
Derivat
6
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English
15
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McKenzie, Michael D.
15
Berkman, Henk
3
Devos, Erik
3
McInish, Thomas H.
3
Upson, James
3
Entrop, Oliver
2
Faff, Robert W.
2
Satchell, Stephen
2
Wilkens, Marco
2
Winkler, Christoph
2
Wongwachara, Warapong
2
Brooks, Robert
1
Cai, Charlie X.
1
Hillier, David
1
Mitchell, Heather
1
Verwijmeren, Patrick
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Journal of empirical finance
2
Review of quantitative finance and accounting
2
Applied financial economics
1
International review of financial analysis
1
Journal of banking & finance
1
Review of finance : journal of the European Finance Association
1
The economic record : er
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of real estate finance and economics
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ECONIS (ZBW)
15
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1
Non-periodic Australian stock market cycles : evidence from rescaled range analysis
McKenzie, Michael D.
- In:
The economic record : er
77
(
2001
),
pp. 393-406
Persistent link: https://www.econbiz.de/10001752392
Saved in:
2
The role of information in Hong Kong individual stock futures trading
McKenzie, Michael D.
;
Brooks, Robert
- In:
Applied financial economics
13
(
2003
)
2
,
pp. 123-131
Persistent link: https://www.econbiz.de/10001725734
Saved in:
3
Modeling conditional return autocorrelation
McKenzie, Michael D.
;
Faff, Robert W.
- In:
International review of financial analysis
14
(
2005
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10002737791
Saved in:
4
Earnings announcements : good news for institutional investors and short sellers
Berkman, Henk
;
McKenzie, Michael D.
- In:
The financial review : the official publication of the …
47
(
2012
)
1
,
pp. 91-113
Persistent link: https://www.econbiz.de/10009500720
Saved in:
5
Nonlinearity and smoothing in venture capital performance data
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 782-795
Persistent link: https://www.econbiz.de/10009700590
Saved in:
6
Naked short selling and the market impact of fails-to-deliver : evidence from the trading of real estate investment trusts
Devos, Erik
;
McInish, Thomas H.
;
McKenzie, Michael D.
; …
- In:
The journal of real estate finance and economics
49
(
2014
)
4
,
pp. 454-476
Persistent link: https://www.econbiz.de/10010422269
Saved in:
7
Converting true returns into reported returns : a general theory of linear smoothing and anti-smoothing
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
28
(
2014
),
pp. 215-229
Persistent link: https://www.econbiz.de/10011285066
Saved in:
8
Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.
;
Faff, Robert W.
;
Hillier, David
; …
- In:
Review of quantitative finance and accounting
27
(
2006
)
2
,
pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
Saved in:
9
A note on the Wang and Wang measure of the quality of the compass rose
Mitchell, Heather
;
McKenzie, Michael D.
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3519-3524
Persistent link: https://www.econbiz.de/10003394502
Saved in:
10
The performance of individual investors in structured financial products
Entrop, Oliver
;
McKenzie, Michael D.
;
Wilkens, Marco
; …
- In:
Review of quantitative finance and accounting
46
(
2016
)
3
,
pp. 569-604
Persistent link: https://www.econbiz.de/10011595479
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